Credit growth, monetary policy and economic activity in a three-regime TVAR model
Stefan Avdjiev and Zheng Zeng
| Year of publication: |
2014
|
|---|---|
| Authors: | Avdjiev, Stefan ; Zeng, Zheng |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 22/24, p. 2936-2951
|
| Subject: | threshold vector autoregression | regime switching | nonlinearity | business-cycle asymmetry | credit shock | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Schock | Shock | Konjunktur | Business cycle | Schätzung | Estimation | Kredit | Credit | Theorie | Theory | Geldpolitische Transmission | Monetary transmission | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010417130